@panoptic-eng/sdk 1.0.62 → 1.0.63

package/dist/{v2-B27ILZl4.js → v2-ccGPXWvq.js}

@@ -1,8 +1,8 @@
 import { StateViewAbi, getAccountCollateral, panopticQueryAbi$1 as panopticQueryAbi, readBlockAndAggregate, requireReturnData } from "./irm-BDlcUNgJ.js";
 import { AccountInsolventError, ChunkLimitError, DEFAULT_VEGOID, InvalidHistoryRangeError, MulticallResultMissingError, NotEnoughTokensError, PanopticError, PanopticValidationError, SafeModeError, StaleDataError, StorageDataNotFoundError, UnhealthyPoolError, WrongUniswapPoolError, applyMintBufferPerToken, availableToBorrow, collateralTrackerV2Abi, decodeLeftRightSigned, decodeLeftRightUnsigned, decodePositionBalance, getBlockMeta, getClosedPositionsKey, getPendingPositionsKey, getPool, getPoolMetaKey, getPoolMetadata, getPositionMetaKey, getPositionsKey, getTrackedChunksKey, getTrackedPositionIds, isPanopticErrorType, jsonSerializer, mintableAfterBuffer, panopticFactoryV3Abi, panopticFactoryV4Abi, panopticGuardianAbi, panopticLiquidatorAbi, panopticPoolV2Abi, panopticQueryAbi as panopticQueryAbi$1, parsePanopticError, riskEngineAbi, semiFungiblePositionManagerV3Abi, semiFungiblePositionManagerV4Abi, stateViewAbi, uniswapV3PoolAbi } from "./rates-BwZnK0tG.js";
 import { MAX_TICK, MAX_TRACKED_CHUNKS, MIN_TICK, NO_LOWER_LIQUIDATION_TICK, NO_UPPER_LIQUIDATION_TICK, WAD, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionGamma, calculatePositionValue, priceToTick, sqrtPriceX96ToTick, tickLimits, tickToPriceDecimalScaled, tickToSqrtPriceX96, toVaultFrameAtTick } from "./greeks-CNi1-cnp.js";
-import { addLegToTokenId, buildBatchDispatchArgs, buildUniqueCredit, buildUniqueLoan, countLegs, createTokenIdBuilder, decodeAllLegs, decodeTokenId, getPoolTokensForSimulation, loadCheckpoint, resolveTokenIndex, simulateDispatch, simulateOpenPosition, simulateWithTokenFlow } from "./writes-B8NGXzUG.js";
-import { getLpPositionFunding, getMaxLpPositionSize } from "./router-Y1OxL9Nt.js";
+import { addLegToTokenId, buildBatchDispatchArgs, buildUniqueCredit, buildUniqueLoan, countLegs, createTokenIdBuilder, decodeAllLegs, decodeTokenId, getPoolTokensForSimulation, loadCheckpoint, resolveTokenIndex, simulateDispatch, simulateOpenPosition, simulateWithTokenFlow } from "./writes--fM_8ggw.js";
+import { getLpPositionFunding, getMaxLpPositionSize, preparePositionGamma } from "./router-Dejb6MWu.js";
 import { BaseError, ContractFunctionExecutionError, ContractFunctionRevertedError, ExecutionRevertedError, decodeFunctionResult, encodeAbiParameters, encodeFunctionData, getAddress, hexToString, keccak256, parseAbi, parseEventLogs, toHex, trim, zeroAddress } from "viem";
 import { multicall } from "viem/actions";
 import Decimal from "decimal.js";
@@ -4691,9 +4691,9 @@ async function readTokenText(client, blockNumber, calls) {
 	});
 	return asString.map((result, index) => {
 		if (result.status === "success") return result.result;
-		const fallback = asBytes32[index];
-		if (fallback.status !== "success") throw fallback.error;
-		return hexToString(trim(fallback.result, { dir: "right" }));
+		const fallback$1 = asBytes32[index];
+		if (fallback$1.status !== "success") throw fallback$1.error;
+		return hexToString(trim(fallback$1.result, { dir: "right" }));
 	});
 }
 /**
@@ -9903,131 +9903,6 @@ function marketRiskFromValues({ lower, current, upper }) {
 	};
 }
 
-//#endregion
-//#region src/panoptic/v2/greeks/positionVolatility.ts
-const Precision = Decimal.clone({ precision: 80 });
-const Q96 = 1n << 96n;
-const YEAR_SECONDS = new Precision(31536e3);
-/** The premium-free position curve, expressed in one quote token's human units. */
-function preparePositionGamma({ tokenId, positionSize, quoteIsToken0, quoteDecimals }) {
-	if (positionSize <= 0n || positionSize >= 1n << 128n) throw new RangeError("Invalid position size");
-	if (!Number.isInteger(quoteDecimals) || quoteDecimals < 0 || quoteDecimals > 255) throw new RangeError("Invalid quote decimals");
-	const decoded = decodeTokenId(tokenId);
-	const chunks = decoded.legs.flatMap((leg) => {
-		if (leg.width === 0n) return [];
-		const width = leg.width * decoded.tickSpacing;
-		const lowerTick = leg.strike - width / 2n;
-		const upperTick = leg.strike + (width + 1n) / 2n;
-		if (lowerTick < -887272n || upperTick > 887272n || lowerTick >= upperTick) throw new RangeError("Invalid position range");
-		const lower = tickToSqrtPriceX96(lowerTick);
-		const upper = tickToSqrtPriceX96(upperTick);
-		const amount = positionSize * leg.optionRatio;
-		const liquidity = leg.asset === 0n ? amount * (lower * upper / Q96) / (upper - lower) : amount * Q96 / (upper - lower);
-		if (liquidity >= 1n << 128n) throw new RangeError("Liquidity exceeds uint128");
-		return [{
-			lowerTick: Number(lowerTick),
-			upperTick: Number(upperTick),
-			liquidity,
-			isLong: leg.isLong
-		}];
-	});
-	const scale = new Precision(10).pow(quoteDecimals);
-	const atTick = (tick) => {
-		const netLiquidity = chunks.reduce((sum$1, chunk) => tick >= BigInt(chunk.lowerTick) && tick < BigInt(chunk.upperTick) ? sum$1 + (chunk.isLong ? -chunk.liquidity : chunk.liquidity) : sum$1, 0n);
-		const sqrt = new Precision(tickToSqrtPriceX96(tick).toString()).div(Q96.toString());
-		const gamma = new Precision(netLiquidity.toString()).neg().div(2).div(scale);
-		return quoteIsToken0 ? gamma.div(sqrt) : gamma.mul(sqrt);
-	};
-	const inRange = (low, high) => {
-		if (low > high) throw new RangeError("Invalid candle range");
-		const ticks = new Set([low, high]);
-		for (const chunk of chunks) for (const boundary of [BigInt(chunk.lowerTick), BigInt(chunk.upperTick)]) {
-			if (boundary >= low && boundary <= high) ticks.add(boundary);
-			if (boundary - 1n >= low && boundary - 1n <= high) ticks.add(boundary - 1n);
-		}
-		return [...ticks].map(atTick);
-	};
-	return {
-		chunks,
-		atTick,
-		inRange
-	};
-}
-/** Historical whole-position diagnostics, with signs retained independently of eligibility. */
-function calculatePositionVolatilityMetrics({ observations, netPremium, baseFees, quoteDecimals }) {
-	if (observations.length < 2) throw new RangeError("At least two price observations are required");
-	if (!Number.isInteger(quoteDecimals) || quoteDecimals < 0 || quoteDecimals > 255) throw new RangeError("Invalid quote decimals");
-	const points = observations.map((point) => ({
-		...point,
-		price: new Precision(point.price),
-		gamma: new Precision(point.gamma),
-		rangeGammas: (point.rangeGammas ?? []).map((gamma) => new Precision(gamma))
-	}));
-	for (const point of points) if (!point.price.isFinite() || point.price.lte(0) || !point.gamma.isFinite() || point.rangeGammas.some((gamma) => !gamma.isFinite())) throw new RangeError("Invalid price or gamma observation");
-	const quantum = new Precision(10).pow(-quoteDecimals);
-	const gammas = points.flatMap((point) => [point.gamma, ...point.rangeGammas]);
-	const peak = gammas.reduce((max, gamma) => Precision.max(max, gamma.abs()), new Precision(0));
-	const tolerance = Precision.max(quantum, peak.mul("1e-12"));
-	const positive = gammas.some((gamma) => gamma.gt(tolerance));
-	const negative = gammas.some((gamma) => gamma.lt(tolerance.neg()));
-	const gammaSign = positive && negative ? "changing" : positive ? "positive" : negative ? "negative" : "zero";
-	let exposure = new Precision(0);
-	let signedConvexity = new Precision(0);
-	let absoluteConvexity = new Precision(0);
-	let years = new Precision(0);
-	for (let i = 1; i < points.length; i++) {
-		const previous = points[i - 1];
-		const point = points[i];
-		const seconds = point.timestamp - previous.timestamp;
-		if (seconds <= 0n) throw new RangeError("Observations must have increasing timestamps");
-		const elapsed = new Precision(seconds.toString()).div(YEAR_SECONDS);
-		const squaredReturn = point.price.div(previous.price).ln().pow(2);
-		exposure = exposure.plus(previous.gamma.abs().mul(elapsed));
-		signedConvexity = signedConvexity.plus(previous.gamma.mul(squaredReturn).div(2));
-		absoluteConvexity = absoluteConvexity.plus(previous.gamma.abs().mul(squaredReturn).div(2));
-		years = years.plus(elapsed);
-	}
-	const sufficientExposure = exposure.gt(tolerance.mul(years).mul(100));
-	const premium = netPremium === null ? null : new Precision(netPremium);
-	const fees = baseFees == null ? null : new Precision(baseFees);
-	if (premium !== null && !premium.isFinite() || fees !== null && !fees.isFinite()) throw new RangeError("Invalid accounting amount");
-	const consistent = (amount) => gammaSign === "positive" ? amount.lte(quantum) : gammaSign === "negative" && amount.gte(quantum.neg());
-	const reason = !sufficientExposure ? "insufficient-exposure" : gammaSign === "changing" ? "changing-sign" : premium === null ? "premium-unavailable" : !consistent(premium) ? "inconsistent-premium-direction" : null;
-	const equivalent = (amount) => amount.abs().mul(2).div(exposure).sqrt().toString();
-	const coverage = (amount) => absoluteConvexity.gt(quantum) ? amount.abs().div(absoluteConvexity).toString() : null;
-	const eligibleFees = sufficientExposure && fees !== null && consistent(fees);
-	return {
-		gammaSign,
-		exposure: exposure.toString(),
-		signedConvexity: signedConvexity.toString(),
-		absoluteConvexity: absoluteConvexity.toString(),
-		netPremium: premium?.toString() ?? null,
-		estimatedHedgedResult: premium?.plus(signedConvexity).toString() ?? null,
-		weightedRealizedVolatility: sufficientExposure ? equivalent(absoluteConvexity) : null,
-		premiumEquivalentVolatility: reason === null && premium !== null ? equivalent(premium) : null,
-		premiumToConvexity: reason === null && premium !== null ? coverage(premium) : null,
-		baseFees: fees?.toString() ?? null,
-		feeEquivalentVolatility: eligibleFees ? equivalent(fees) : null,
-		feeToConvexity: eligibleFees ? coverage(fees) : null,
-		comparisonReason: reason
-	};
-}
-/** Quote-value signed cumulative token increments, excluding revaluation of previous accrual. */
-function valuePositionAccrual({ snapshots, quoteIsToken0, quoteDecimals }) {
-	let previous0 = 0n;
-	let previous1 = 0n;
-	let total = new Precision(0);
-	for (const snapshot of snapshots) {
-		const amount0 = new Precision((snapshot.token0 - previous0).toString());
-		const amount1 = new Precision((snapshot.token1 - previous1).toString());
-		const price = new Precision("1.0001").pow(snapshot.tick.toString());
-		total = total.plus(quoteIsToken0 ? amount0.plus(amount1.div(price)) : amount1.plus(amount0.mul(price)));
-		previous0 = snapshot.token0;
-		previous1 = snapshot.token1;
-	}
-	return total.div(new Precision(10).pow(quoteDecimals));
-}
-
 //#endregion
 //#region src/panoptic/v2/reads/collateralCurve.ts
 /** Native-token margin inputs, independent of the tick used to display the curve. */
@@ -10436,4 +10311,4 @@ async function getPositionVolatilityHistory({ client, poolAddress, account, toke
 }
 
 //#endregion
-export { DEFAULT_MIN_SWAP_RATIO_BPS, DEFAULT_RECONNECT_CONFIG, MARKET_INDICATOR_PERIODS, REQUIRED_BASE_ERROR_SENTINEL, STRIKE_LADDER_TARGET_STRIKES, VARIANCE_RATIO_LAG, addPendingPosition, addTrackedChunks, apportion, assertCanBurn, assertCanForceExercise, assertCanLiquidate, assertCanMint, assertFresh, assertHealthy, assertLpPositionFunded, assertTradeable, buildCreditWrappedDispatch, buildSfpmSwapCalldata, buildSfpmSwapPlan, buildTemporaryLoanRecoveryDispatch, buildTokenShortfallRecoveryDispatch, calculateAccountGreeksPure, calculateMarketIndicator, calculatePositionVolatilityMetrics, calculateSpreadWad, calculateVarianceProfile, checkCollateralAcrossTicks, classifyStrategyGroups, classifyStrike, cleanupStalePendingPositions, clearPendingPositions, clearTrackedChunks, clearTradeHistory, collateralCurveTicks, collateralRuleKindFor, computeV4PoolId, confirmPendingPosition, convertToAssets, convertToShares, createEventPoller, createEventSubscription, createFlowNeutralTokenId, decodePanopticTokenURI, emptyLiquidateParams, encodePoolKeyBytes, encodeV3PoolKeyBytes, ensureSfpmV3PoolInitialized, estimateBlockNumbers, estimateCollateralBreakdown, estimateCollateralRequired, failPendingPosition, feeGrowthInsideX128, feesFromFeeGrowthDelta, fetchSfpmV3PoolId, fetchUniswapFeeData, getAccountBuyingPower, getAccountGreeks, getAccountHistory, getChunkLiquidities, getChunkSpreads, getClosedPositions, getCollateralCurve, getCollateralCurveInputs, getCollateralRequiredBase, getCollateralSharePrices, getCollateralTotalAssetsBatch, getDeltaHedgeParams, getEnforcedTickLimits, getExecutableLpMaxSize, getFactoryConstructMetadata, getFactoryOwnerOf, getFactoryTokenURI, getGuardianUnlockState, getHedgeLimits, getItmAmounts, getMarginBuffer, getMaxPositionSize, getMaxRedeem, getMaxWithdrawable, getNativeTokenPrice, getNotEnoughTokensError, getOpenPositionPreview, getPanopticPoolAddress, getPanopticPoolFromPoolId, getPendingPositions, getPoolCollateralAddresses, getPoolLiquidities, getPortfolioValue, getPositionChunkData, getPositionEnrichmentData, getPositionValueCurve, getPositionVolatilityHistory, getPriceHistory, getRealizedPnL, getRequiredCreditForITM, getSafeMode, getStreamiaHistory, getSyncStatus, getTrackedChunks, getTradeHistory, getUniswapFeeHistory, getUniswapV3LpPositionState, getUniswapV3PoolFromId, getUniswapV3PoolInfo, getUniswapV3PoolLiquidities, getUniswapV4LpPositionState, getUniswapV4PoolBasicState, getUniswapV4PoolInfo, getUniswapV4PoolKeyFromId, getUniswapV4PoolLiquidities, interpolateBlocks, isGasError, isNonceError, isRetryableRpcError, isolateGroupTokenId, ladderStrikeSequence, logReturns, marketPnlInQuote, marketRiskFromValues, marketScenario, minePoolAddress, minePoolAddressLocalAsync, multicallRead, netLiquidationValueInQuote, optimizeTokenIdRiskPartners, parseCollateralLog, parsePoolLog, positionValueKey, positionValueTicks, prepareIndicatorCandles, preparePositionGamma, preparePositionValueCurve, previewDeposit, previewMint, previewRedeem, previewWithdraw, quoteLiquidation, quoteOneTokenFlow, quoteSfpmSwap, quoteTemporaryLoanRecovery, quoteTokenShortfallRecovery, realizedBeta, removeTrackedChunks, resolveBlockNumbers, resolveLadderStrike, resolvePanopticPoolFromPoolId, resolveUniswapV4PoolKey, saveClosedPosition, scaleCollateralRequired, scanChunks, screenAccountExact, simulateBatchDispatch, simulateClosePosition, simulateDeployNewPool, simulateDeposit, simulateForceExercise, simulateLiquidate, simulateSFPMBurn, simulateSFPMMint, simulateSwapExactIn, simulateSwapExactOut, simulateWithdraw, slippageBpsToTickDistance, valuePositionAccrual, watchEvents };
+export { DEFAULT_MIN_SWAP_RATIO_BPS, DEFAULT_RECONNECT_CONFIG, MARKET_INDICATOR_PERIODS, REQUIRED_BASE_ERROR_SENTINEL, STRIKE_LADDER_TARGET_STRIKES, VARIANCE_RATIO_LAG, addPendingPosition, addTrackedChunks, apportion, assertCanBurn, assertCanForceExercise, assertCanLiquidate, assertCanMint, assertFresh, assertHealthy, assertLpPositionFunded, assertTradeable, buildCreditWrappedDispatch, buildSfpmSwapCalldata, buildSfpmSwapPlan, buildTemporaryLoanRecoveryDispatch, buildTokenShortfallRecoveryDispatch, calculateAccountGreeksPure, calculateMarketIndicator, calculateSpreadWad, calculateVarianceProfile, checkCollateralAcrossTicks, classifyStrategyGroups, classifyStrike, cleanupStalePendingPositions, clearPendingPositions, clearTrackedChunks, clearTradeHistory, collateralCurveTicks, collateralRuleKindFor, computeV4PoolId, confirmPendingPosition, convertToAssets, convertToShares, createEventPoller, createEventSubscription, createFlowNeutralTokenId, decodePanopticTokenURI, emptyLiquidateParams, encodePoolKeyBytes, encodeV3PoolKeyBytes, ensureSfpmV3PoolInitialized, estimateBlockNumbers, estimateCollateralBreakdown, estimateCollateralRequired, failPendingPosition, feeGrowthInsideX128, feesFromFeeGrowthDelta, fetchSfpmV3PoolId, fetchUniswapFeeData, getAccountBuyingPower, getAccountGreeks, getAccountHistory, getChunkLiquidities, getChunkSpreads, getClosedPositions, getCollateralCurve, getCollateralCurveInputs, getCollateralRequiredBase, getCollateralSharePrices, getCollateralTotalAssetsBatch, getDeltaHedgeParams, getEnforcedTickLimits, getExecutableLpMaxSize, getFactoryConstructMetadata, getFactoryOwnerOf, getFactoryTokenURI, getGuardianUnlockState, getHedgeLimits, getItmAmounts, getMarginBuffer, getMaxPositionSize, getMaxRedeem, getMaxWithdrawable, getNativeTokenPrice, getNotEnoughTokensError, getOpenPositionPreview, getPanopticPoolAddress, getPanopticPoolFromPoolId, getPendingPositions, getPoolCollateralAddresses, getPoolLiquidities, getPortfolioValue, getPositionChunkData, getPositionEnrichmentData, getPositionValueCurve, getPositionVolatilityHistory, getPriceHistory, getRealizedPnL, getRequiredCreditForITM, getSafeMode, getStreamiaHistory, getSyncStatus, getTrackedChunks, getTradeHistory, getUniswapFeeHistory, getUniswapV3LpPositionState, getUniswapV3PoolFromId, getUniswapV3PoolInfo, getUniswapV3PoolLiquidities, getUniswapV4LpPositionState, getUniswapV4PoolBasicState, getUniswapV4PoolInfo, getUniswapV4PoolKeyFromId, getUniswapV4PoolLiquidities, interpolateBlocks, isGasError, isNonceError, isRetryableRpcError, isolateGroupTokenId, ladderStrikeSequence, logReturns, marketPnlInQuote, marketRiskFromValues, marketScenario, minePoolAddress, minePoolAddressLocalAsync, multicallRead, netLiquidationValueInQuote, optimizeTokenIdRiskPartners, parseCollateralLog, parsePoolLog, positionValueKey, positionValueTicks, prepareIndicatorCandles, preparePositionValueCurve, previewDeposit, previewMint, previewRedeem, previewWithdraw, quoteLiquidation, quoteOneTokenFlow, quoteSfpmSwap, quoteTemporaryLoanRecovery, quoteTokenShortfallRecovery, realizedBeta, removeTrackedChunks, resolveBlockNumbers, resolveLadderStrike, resolvePanopticPoolFromPoolId, resolveUniswapV4PoolKey, saveClosedPosition, scaleCollateralRequired, scanChunks, screenAccountExact, simulateBatchDispatch, simulateClosePosition, simulateDeployNewPool, simulateDeposit, simulateForceExercise, simulateLiquidate, simulateSFPMBurn, simulateSFPMMint, simulateSwapExactIn, simulateSwapExactOut, simulateWithdraw, slippageBpsToTickDistance, watchEvents };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@panoptic-eng/sdk",
-  "version": "1.0.62",
+  "version": "1.0.63",
   "repository": {
     "type": "git",
     "url": "https://github.com/panoptic-labs/panoptic-sdk.git"
@@ -43,6 +43,10 @@
       "types": "./dist/vault-transaction-fees.d.ts",
       "import": "./dist/vault-transaction-fees.js"
     },
+    "./rpc": {
+      "types": "./dist/rpc/index.d.ts",
+      "import": "./dist/rpc/index.js"
+    },
     "./test": {
       "types": "./dist/test/index.d.ts",
       "import": "./dist/test/index.js"